Bernard tells Dolores about the maze in the intro to episode 4. He tells her if she can find the end, she can be free. She says, I think I want to be free.
In fact it almost seems like Ford knows the town with the dominoes board is part of the maze and thus he wants to keep it and not destroy it with the new canyon. In the next scene he pulls a notebook with the maze drawn in it.
The maze itself the sum of a mans life, the choices he makes, things he hangs onto, and there at the center is a legendary man who'd been killed over and over again countless times, but always clawed his way back to life and returned for the last time to vanquish all his oppressors in a tireless fury.
Built a house and around that house he built a maze so complicated around it only he could see through it, I recon he'd seen enough fighting.